https://github.com/cran/dse
Tip revision: f6673198843cfdf7ab8542715823fa692f1eb83c authored by Paul Gilbert on 07 March 2013, 00:00:00 UTC
version 2013.3-2
version 2013.3-2
Tip revision: f667319
forecastCovCompiled.Rd
\name{forecastCovCompiled}
\alias{forecastCovCompiled}
\alias{forecastCovCompiled.ARMA}
\alias{forecastCovCompiled.SS}
\alias{forecastCovCompiled.innov}
\alias{forecastCovCompiled.nonInnov}
\alias{forecastCovSingleModel}
\title{Forecast covariance for different models - internal}
\description{See forecastCov.}
\usage{
forecastCovCompiled(model, data, horizons = 1:12,
discard.before=minimumStartupLag(model))
\method{forecastCovCompiled}{ARMA}(model, data, horizons = 1:12,
discard.before=minimumStartupLag(model))
\method{forecastCovCompiled}{SS}(model, data, horizons = 1:12,
discard.before=minimumStartupLag(model))
\method{forecastCovCompiled}{innov}(model, data, horizons = 1:12,
discard.before=minimumStartupLag(model))
\method{forecastCovCompiled}{nonInnov}(model, data, horizons = 1:12,
discard.before=minimumStartupLag(model))
forecastCovSingleModel( model, data=NULL, horizons=1:12,
discard.before=minimumStartupLag(model), compiled=.DSEflags()$COMPILED)
}
\arguments{
\item{obj}{TSdata or one or more TSmodels or TSestModels}
\item{data}{an object of class TSdata.}
\item{discard.before}{
period before which forecasts should be discarded when calculating covariance.}
\item{horizons}{horizons for which forecast covariance should be calculated.}
\item{zero}{if TRUE the covariance is calculated for a forecast of zero.}
\item{trend}{if TRUE the covariance is calculated for a forecast of trend.}
\item{estimation.sample}{portion of the sample to use for calculating the trend.}
\item{compiled}{a logical indicating if compiled code should be
used. (Usually true except for debugging.)}
\item{...}{arguments passed to other methods.}
}
\value{
A list with the forecast covariance for supplied models on the given
sample. This is in the element \code{forecastCov} of the result. Other
elements contain information in the arguments.
}
\details{
Not to be called by users. See \code{forecastCov}.
}
\concept{DSE}
\keyword{internal}